Re: TransformedDistribution, distribution of a mean
- To: mathgroup at smc.vnet.net
- Subject: [mg120723] Re: TransformedDistribution, distribution of a mean
- From: Paul von Hippel <paulvonhippel at yahoo.com>
- Date: Sun, 7 Aug 2011 06:16:13 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
- References: <201108060612.CAA13002@smc.vnet.net> <21F4E2DB-98AB-490F-ABBC-12C19828590F@mimuw.edu.pl> <5B3B1B1F-0C30-4012-9C92-F3C8487C6694@yahoo.com>
Never mind. The question can be answered using the MGF. To solve more complicated problems, it would be nice if TransformedDistribution could handle this kind of Sum. But I guess it can't. Sent from my phone. Please excuse my brevity. On Aug 6, 2011, at 7:48 AM, Paul von Hippel <paulvonhippel at yahoo.com> wrote: > Thanks for your thorough explanation. How would you show, in Mathematica, t hat the mean of M iid standard normal variables is distributed NormalDistribution[0,1/Sqrt[M]]? > > Sent from my phone. > Please excuse my brevity. > > On Aug 6, 2011, at 6:24 AM, Andrzej Kozlowski <akoz at mimuw.edu.pl> wrote: > >>> The mean of M iid standard normal variables >>> is distributed NormalDistribution[0,1/Sqrt[M]]. >
- References:
- TransformedDistribution, distribution of a mean
- From: paulvonhippel at yahoo <paulvonhippel@yahoo.com>
- TransformedDistribution, distribution of a mean